+55.6%
VFC vs ULTA
+27.7%
+27.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.1% | +0.4% | +2.7% |
| 7D | +21.5% | +6.7% | +14.8% | +18.3% |
| 30D | +46.7% | +21.7% | +24.9% | +35.5% |
| 3M | +38.4% | +21.5% | +16.9% | +27.7% |
| 6M | +15.2% | +27.5% | -12.3% | +3.8% |
| YTD | +17.8% | +9.2% | +8.6% | +10.2% |
| 1Y | +55.6% | +27.9% | +27.7% | +29.6% |
| All | +55.6% | +27.7% | +27.9% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling